# Crypto Risk Profile (VaR & Tail Risk) API > The full risk scorecard of any coin, computed live from its Binance daily candles — no key, nothing stored. Volatility alone hides what matters most for risk: the tails. This returns the Value at Risk (the daily loss not exceeded on 95% / 99% of days), the Conditional VaR / expected shortfall (the average loss on the worst days, beyond VaR), the skewness and excess kurtosis of the return distribution (how asymmetric and how fat-tailed it is — crypto is famously fat-tailed), the maximum drawdown, and the risk-adjusted return ratios (Sharpe and Sortino). The profile endpoint returns the whole scorecard for one coin; the drawdown endpoint returns the worst peak-to-trough decline with its peak, trough and depth plus the current drawdown from the high; the compare endpoint ranks a basket of coins by risk-adjusted return so you can see which carries the most tail risk per unit of return. This is the coin-native risk-distribution / tail-risk cut for crypto — distinct from the generic risk-metrics, CAPM and trade-stats APIs (which compute on a series you pass in) and from the realised-volatility API (which has no VaR, skew, kurtosis or drawdown). Coins are Binance bases (BTC) or symbols (BTCUSDT); the quote defaults to USDT and the window is 30-1000 days. Risk-free rate is assumed 0. ## Authentication All requests require your oanor API key in the `x-oanor-key` header. Get one at https://www.oanor.com/developer/keys. ```bash curl -H "x-oanor-key: oanor_live_…" "https://api.oanor.com/cryptorisk-api/..." ``` ## Pricing - **Free** (Free) — 450 calls/Mo, 2 req/s - **Starter** ($12/Mo) — 11,200 calls/Mo, 6 req/s - **Pro** ($37/Mo) — 67,000 calls/Mo, 16 req/s - **Business** ($86/Mo) — 355,000 calls/Mo, 40 req/s ## Endpoints ### Risk #### `GET /v1/compare` — Rank a basket by risk-adjusted return **Parameters:** - `coins` (query, optional, string) — Comma list of coins (default top majors) Example: `BTC,ETH,SOL,DOGE` - `window` (query, optional, string) — Lookback in days (30-1000, default 365) Example: `365` **Example:** ```bash curl -H "x-oanor-key: $KEY" \ "https://api.oanor.com/cryptorisk-api/v1/compare?coins=BTC%2CETH%2CSOL%2CDOGE&window=365" ``` **Response:** ```json { "data": { "note": "coins ranked by Sharpe (risk-adjusted return). Compare var_95_pct and max_drawdown_pct for tail risk, excess_kurtosis for fat-tailedness.", "coins": [ { "coin": "ETH", "sharpe": -0.686, "var_95_pct": 5.33, "excess_kurtosis": 2.503, "max_drawdown_pct": -67.52, "annualized_return_pct": -37.04, "annualized_volatility_pct": 67.5 }, { "coin": "DOGE", "sharpe": -0.94, "var_95_pct": 5.41, "excess_kurtosis": 4.103, "max_drawdown_pct": -71.84, "annualized_return_pct": -52.69, "annualized_volatility_pct": 79.61 }, { "coin": "SOL", "sharpe": -1.141, "var_95_pct": 5.71, "excess_kurtosis": 1.688, "max_drawdown_pct": -74.87, "annualized_return_pct": -56.3, "annualized_volatility_pct": 72.57 }, { "coin": "BTC", "sharpe": -1.19, "var_95_pct": 3.6, "excess_kurtosis": 7.066, "max_drawdown_pct": -51.16, "annualized_return_pct": -40.05, "annualized_volatility_pct": 42.99 } ], "count": 4, "source": …(truncated, see openapi.json for full schema) ``` #### `GET /v1/drawdown` — Worst & current drawdown **Parameters:** - `coin` (query, required, string) — Coin or Binance symbol Example: `BTC` - `window` (query, optional, string) — Lookback in days (30-1000, default 365) Example: `365` **Example:** ```bash curl -H "x-oanor-key: $KEY" \ "https://api.oanor.com/cryptorisk-api/v1/drawdown?coin=BTC&window=365" ``` **Response:** ```json { "data": { "coin": "BTC", "note": "max_drawdown_pct is the worst peak-to-trough decline over the window; current_drawdown_pct is how far the last close sits below the window high. Indices count days from the window start.", "source": "Binance", "last_close": 63354.69, "peak_index": 116, "window_days": 365, "observations": 366, "trough_index": 359, "all_time_high": 124658.54, "max_drawdown_pct": -51.16, "current_drawdown_pct": -49.18, "drawdown_length_days": 243 }, "meta": { "timestamp": "2026-06-12T01:41:05.666Z", "request_id": "643f4485-ef1f-436a-9df3-25c4e4ee368d" }, "status": "ok", "message": "Drawdown retrieved successfully", "success": true } ``` #### `GET /v1/profile` — Full risk scorecard: VaR, skew, kurtosis, Sharpe **Parameters:** - `coin` (query, required, string) — Coin or Binance symbol Example: `BTC` - `window` (query, optional, string) — Lookback in days (30-1000, default 365) Example: `365` **Example:** ```bash curl -H "x-oanor-key: $KEY" \ "https://api.oanor.com/cryptorisk-api/v1/profile?coin=BTC&window=365" ``` **Response:** ```json { "data": { "coin": "BTC", "note": "Daily metrics from log returns. var_95_pct is the daily loss not exceeded on 95% of days (historical VaR); cvar_95_pct is the average loss on the worst 5% of days. Negative skew + high excess kurtosis = crash-prone fat tails. Risk-free rate assumed 0.", "sharpe": -1.19, "source": "Binance", "sortino": -1.125, "skewness": -0.546, "var_95_pct": 3.6, "var_99_pct": 5.78, "cvar_95_pct": 5.27, "cvar_99_pct": 8.65, "window_days": 365, "best_day_pct": 12.19, "observations": 365, "worst_day_pct": -14.02, "excess_kurtosis": 7.066, "max_drawdown_pct": -51.16, "current_drawdown_pct": -49.18, "annualized_return_pct": -40.05, "positive_day_rate_pct": 47.9, "annualized_volatility_pct": 42.99 }, "meta": { "timestamp": "2026-06-12T01:41:06.009Z", "request_id": "c56f2a61-0795-402f-8467-c9496b6cfcbd" }, "status": "ok", "message": "Profile retrieved successfully", "success": true } ``` ### Meta #### `GET /v1/meta` — Spec **Example:** ```bash curl -H "x-oanor-key: $KEY" \ "https://api.oanor.com/cryptorisk-api/v1/meta" ``` **Response:** ```json { "data": { "note": "coin is a Binance base (BTC, ETH) or symbol (BTCUSDT); quote defaults to USDT. window is 30-1000 days (default 365). VaR/CVaR are historical (non-parametric). Risk-free rate assumed 0. Read fresh per call; only the tradable-symbol list is cached hourly.", "source": "Binance public REST (api.binance.com/api/v3/klines, daily, live)", "service": "cryptorisk-api", "endpoints": { "GET /v1/meta": "This document.", "GET /v1/compare": "Rank a basket of coins by risk-adjusted return (coins=BTC,ETH,SOL, window=365).", "GET /v1/profile": "Full risk scorecard: VaR, CVaR, skew, kurtosis, drawdown, Sharpe, Sortino (coin=BTC, window=365).", "GET /v1/drawdown": "Worst peak-to-trough decline and current drawdown from the high (coin=BTC)." }, "description": "Crypto risk profile and tail risk, computed live from a coin's Binance daily candles (no key, nothing stored). profile returns the full scorecard for one coin — Value at Risk and CVaR at 95%/99%, skewness, excess kurtosis, max drawdown, Sharpe, Sortino, annualised return and volatility. drawdown returns the worst peak-to-trough decline and the current drawdown from the high. compare ranks a basket of coins by risk-adjusted return. The coin-native risk-distribution / tail-risk cut — distinct from the generic risk-metrics, CAPM and trade-stats APIs (which compute on a series you pass in) and from the realised-volatilit …(truncated, see openapi.json for full schema) ``` --- Marketplace page: https://www.oanor.com/api/cryptorisk-api OpenAPI spec: https://www.oanor.com/api/cryptorisk-api/openapi.json